[R] How to translate the 2D-density matrix (the output of bkde2D function) into matrix of datapoints' amounts?

Юрий Посохов omega1x at gmail.com
Fri Sep 9 14:16:26 CEST 2011

It is known that function bkde2D (package "KernSmooth") returns a
matrix of density estimates over the mesh induced by x1 and x2. In
Details it is written that "... heights of the kernel, scaled by the
bandwidths, at each datapoint are summed. This sum, after a
normalization, is the corresponding fhat value in the output".
There are several questions:
1) How to calculate amount (sum) of datapoints from this fhat value?
Is it a non-normalized matrix of fhat values?
2) Values in fhat matrix are greater than 1 sometimes, why? Values of
density are normalized and hence must be less than 1, isn't it?

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